Leo Krippner

Finance · 2012–2015

A researcher in the Science corpus: 4 papers; trusts 14 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Leo Krippner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. G. Duffee
  2. Qiang Dai
  3. Kenneth J. Singleton
  4. Damir Filipovi'c
  5. Glenn D. Rudebusch
  6. V. Gorovoi
  7. R. Gürkaynak
  8. Don H. Kim
  9. Jens H. E. Christensen
  10. Scott Joslin

Who trusts Leo Krippner overall

  1. Jens H. E. Christensen
  2. Glenn D. Rudebusch
  3. Sarah Mouabbi
  4. Philipp Meinen
  5. Pablo Burriel
  6. Nikolaos Antonakakis
  7. Stefan Avdjiev
  8. Jean-Guillaume Sahuc
  9. Oke Röhe
  10. A. Galesi

Papers from Leo Krippner's perspective

Ordered by how strongly the researchers Leo Krippner trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. Specification Analysis of Affine Term Structure Models
  4. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  5. A New Perspective on Gaussian Dynamic Term Structure Models
  6. The Pricing of Options and Corporate Liabilities
  7. Term Structure of Interest Rates with Regime Shifts
  8. Estimating the Dimension of a Model
  9. Generalized autoregressive conditional heteroskedasticity
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers